Anic Equity¶

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Total return since start: 0.317 %¶

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Equity now: -----------------------------> 40232.26 Kr¶

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'New Equity High!!!'
'Max Equity: -----------------------------------------> 40232.26 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 40232.26 Kr¶

Portfolio value: --------------------------> 15514.6 Kr¶

PnL: ---------------------------------------> 89.57 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2022-07-04 10:17:14.181416'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.0 %¶

Anic Portfolio¶

Total¶

Return: 31.71 %¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
Swedish Match 40 4184.00 2.00 0.05 4182.00
BONESUPPORT HOLDING 56 4138.40 134.40 3.36 4004.00
Proact IT Group 30 2091.00 -6.00 -0.29 2097.00
BioGaia B 8 846.40 -2.56 -0.3 848.96
Tietoevry 2 507.60 -0.40 -0.08 508.00
Tele2 B 4 478.40 0.20 0.04 478.20
Swedish Orphan Biovitrum 2 442.60 -1.40 -0.32 444.00
Ambea 9 422.64 -4.14 -0.97 426.78
Profoto Holding 4 420.80 0.00 0.0 420.80
SAAB B 1 414.10 -1.90 -0.46 416.00
Tobii Dynavox 17 400.61 -13.68 -3.3 414.29
Ovzon 9 402.75 -6.75 -1.65 409.50
Better Collective 3 398.40 -6.60 -1.63 405.00
Linc 6 366.90 -3.60 -0.97 370.50
TOTAL 15514.60 89.57 0.0% 15425.03

Updated:¶

'2022-07-04 10:17:18.370038'
None

In or Out of market? In if Signal > -10, else out of market!¶

---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_14816/3764590994.py in <module>
      8     in_out = KER.mean(axis = 1).tail(150)
----> 9     if in_out.index[-1].date() < dt.today().date()-delta(days=1):
     10 

~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexes\base.py in __getitem__(self, key)
   4603             key = com.cast_scalar_indexer(key, warn_float=True)
-> 4604             return getitem(key)
   4605 

IndexError: index -1 is out of bounds for axis 0 with size 0

During handling of the above exception, another exception occurred:

IndexError                                Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_14816/3764590994.py in <module>
     39         list(px.line(df, x='Date', y='limit').select_traces())
     40     )
---> 41     fig['data'][1]['line']['color']='rgb(250, 50, 50)'
     42     fig['data'][0]['line']['width']=5
     43     fig.show()

IndexError: tuple index out of range

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶